Lebesgue integral and sigma algebra

lebesgue-integralmeasure-theory

I know the formal definition of a Lebesgue integral: it is essentially an approximation through simple functions, but simple functions are defined over sets in the associated $\sigma$-algebra. In all the examples that I have encountered, the $\sigma$-algebra is the collection of Borel subsets. However, consider this example: the measure space is $(\mathbb{R}, \mathcal{S}, \lambda)$, where $\mathcal{S} = \{\emptyset, \mathbb{R}\}$ and $\lambda$ is the Lebesgue measure. Consider $f(x) = \chi_{[0,1]}(x) \times x$ ($\chi$ is the indicator function). What is $\int_{\mathbb{R}} f(x)$?

Normally, when the $\sigma$-algebra is the Borel subsets, the answer is $1/2$. Right now the $\sigma$-algebra only contains the whole set and the empty set, I'm not sure how to build simple functions to approximate. The "closest" approximation that I can find is the zero function, but that doesn't sound right to me.

I use the definition of Lebesgue integral of non-negative functions here.

Best Answer

The only $\mathcal{S}$-measurable functions (assuming that we take the Borel $\sigma$-algebra on the codomain) are the constant functions, thus $f \colon x \mapsto \chi_{[0,1]}(x)\cdot x$ isn't measurable.

Hence if the definition of the Lebesgue integral for non-negative functions demands the measurability, $\int f\,d\lambda$ is not defined.

Some authors define $$\int g \,d\mu = \sup \: \biggl\{ \int s\, d\mu : 0 \leqslant s \leqslant g, s \text{ simple}\biggr\}$$ even for non-measurable functions $g \geqslant 0$. With that definition we would have $\int f\,d\lambda = 0$ since $0$ is the largest simple measurable functions $\leqslant f$.